We study, using a density-functional approach, the properties of the two-dimensional system formed by He-3 atoms on the surface of liquid He-4, as a function of He-3 coverage N(s), at zero temperature. We find several types of surface states accessible to the He-3 atoms. For small values of N(s), the surface tension sigma is, as expected, linear in N(s)2. For a coverage of about half a monolayer, a new type of surface state starts being occupied, and this produces a change in the slope of sigma as a function of N(s)2 and, more clearly, a step in the surface specific heat, which increases by a factor of almost two. Another step is predicted to occur for a coverage of approximately 1.3 monolayer. Existing data are compatible with this structure of surface states but are not numerous enough to prove or disprove the existence of steps.